+447.0%
SGI vs FCUV
-87.2%
+534.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +0.6% |
| 7D | +8.5% | +62.8% | -54.3% | +8.3% |
| 30D | +0.7% | +66.5% | -65.8% | +0.4% |
| 3M | +0.6% | +459.9% | -459.3% | -1.4% |
| 6M | -17.9% | -12.4% | -5.6% | -19.1% |
| YTD | -21.2% | -47.5% | +26.4% | -22.1% |
| 1Y | -18.9% | -80.5% | +61.6% | -19.5% |
| 3Y | +52.6% | -97.6% | +150.3% | +51.3% |
| 5Y | +60.7% | -99.5% | +160.3% | +60.1% |
| 10Y | +278.1% | -95.8% | +373.9% | +265.3% |
| All | +447.0% | -87.2% | +534.3% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling